Shanghai Stock Exchange 180 Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.66% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 14.34 | |
| 0.0651 | 27.13 | |
| 0.9294 | 390.18 |
Estimation Period:
Jun 28, 2002 to Feb 13, 2026
Jun 28, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices